Option Premia and Returns
Kerry Back
Option Data from Yahoo
import
yfinance
as
yf
cvx = yf.Ticker(
'CVX'
)
cvx.options is the set of traded maturities
cvx.option_chain(“some date”) is an object containing call and put data
cvx.option_chain(“some date”).calls is a dataframe of call info
cvx.option_chain(“some date”).puts is a dataframe of put info